This has been a very good week in the relative performance stakes for the SMID strategy (added more than 350bp vs benchmark).
It seems that the relative performance of this strategy goes in spurts. Sometimes there are periods of underperformance, and sometimes there are periods of outperformance. Meanwhile those bursts are punctuated by periods of pretty much par performance.
I don't really know, nor can I explain, why that has been the case. But I find it interesting.
Ones main hope is that there is a positive skew to that measure (:>)
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